\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Int. Equity     &      -0.353&      -0.108&       0.874&       1.623&      -1.477&       1.928&      -0.654&      -1.247&       0.241\\
                &     (0.757)&     (1.039)&     (0.841)&     (0.978)&     (8.123)&     (2.080)&     (1.655)&     (1.708)&     (0.799)\\
[1em]
Fwd. CIP Ret. PC1&     -0.0993&     -0.0401&     -0.0352&     -0.0327&     -0.0405&     -0.0484&      -0.107&     -0.0833&     -0.0526\\
                &    (0.0546)&    (0.0525)&    (0.0695)&    (0.0527)&    (0.0310)&     (0.196)&     (0.281)&     (0.212)&    (0.0201)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.062&       0.036&       0.079&       0.044&       0.014&       0.030&       0.150&       0.237&            \\
H1 p-value      &       0.097&       0.533&       0.972&       0.472&       0.954&       0.121&       0.477&       0.057&       0.326\\
KZ p-value      &       0.000&       0.545&       0.217&       0.016&       0.001&       0.069&       0.077&       0.864&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         126&         126&         126&         126&         126&         126&         126&         126&            \\
N (mean, mos.)  &         126&         126&         126&         126&         126&         126&         126&         126&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
